Mean-variance approximations to expected utility.
Harry M. MarkowitzPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- expected utility
- utility function
- risk aversion
- von neumann
- decision theoretic
- decision theory
- decision makers
- pareto optimal
- optimal strategy
- conditional plans
- risk averse
- decision problems
- influence diagrams
- belief functions
- multi agent systems
- cooperative
- experimental data
- belief state
- theoretical framework
- optimal policy
- sufficient conditions
- probability distribution